+5,818.9%
CDNS vs MRSH
+3,263.4%
+2,555.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -1.1% | -4.8% | +3.6% | +1.4% |
| 30D | -10.4% | -6.3% | -4.1% | -7.5% |
| 3M | -24.6% | +5.8% | -30.4% | -27.3% |
| 6M | -1.6% | +2.8% | -4.4% | -4.4% |
| YTD | -7.4% | -3.1% | -4.3% | -8.0% |
| 1Y | -18.4% | -11.3% | -7.2% | -15.6% |
| 3Y | +19.0% | -5.0% | +23.9% | +17.1% |
| 5Y | +73.4% | +19.2% | +54.2% | +52.7% |
| 10Y | +1,055.6% | +217.4% | +838.2% | +516.2% |
| All | +5,818.9% | +3,263.4% | +2,555.5% | +827.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling